I'm sure microsoft has a downloadable Jscript ("Microsoft's javascript") compiler
if you have windows:
If you write a javascript text file you can compile it by:
opening the command prompt
using cd to get to the text file directory
(if you have windows) type: C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\jsc.exe textfile.js
otherwise:
download a jscript compiler
type the directory of the jscript compiler and then the name of the javascript text file
you can add environment variables if you don't want to type out the whole directory name to the compiler.
this guy explains it better:
http://www.phpied.com/make-your-javascript-a-windows-exe/
I personally think this is really cool. I just wish there was more documentation for it.
I'm pretty sure that is what you're looking for, but I'm a bit new.